Skip to content
Interview prep / ML/Data

Trees beyond the training range

Question

Why can standard regression trees struggle to extrapolate a smooth trend beyond feature values seen during training?

Short answer

A standard regression tree predicts leaf constants. An extreme unseen value is routed into an existing boundary leaf rather than extending a fitted slope. Forests average these leaf predictions, so they also do not naturally extrapolate a linear trend. Compare detrending, explicit trend features with suitable models, or hybrid specifications. Do not assume adding more trees resolves the structural extrapolation limitation.

Original question and answer written by SelfMadeQuant.com.

See the hint and the full worked solution in the question bank (free account).

Open the worked solution

Lessons behind this question

Start with a free lesson: Basic Statistics and Regression is part of a free topic. Create a free account, no card needed, to read it in full with worked solutions.

Read it free